Anavex Life Sciences Corp (AVXL) Historical Volatility

Tracking AVXL historical volatility helps you see how much Anavex Life Sciences Corp's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Anavex Life Sciences Corp's HV tells you what really happened. Use our scanner to monitor AVXL 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The AVXL 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Anavex Life Sciences Corp's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

Anavex Life Sciences Corp., a clinical stage biopharmaceutical company, engages in the development of drug candidates for the treatment of central nervous system (CNS) diseases. Its lead drug candidate is ANAVEX 2-73, which is in Phase III clinical trial for the treatment of Alzheimer's disease; Phase III clinical trial to treat pediatric patients with Rett syndrome; Phase II clinical trial for the treatment of Parkinson's disease; and preclinical clinical trials to treat epilepsy, infantile spasms, Fragile X syndrome, Angelman syndrome, multiple sclerosis, and tuberous sclerosis complex. The company's drug candidate also comprises ANAVEX 3-71, which is in Phase I clinical trial for the treatment of frontotemporal dementia and other dementia indications; and preclinical clinical trials for the treatment of neurodegenerative diseases, such as Alzheimer's and Parkinson's diseases.

Its preclinical drug candidates include ANAVEX 1-41, a sigma-1 receptor agonist for the treatment of depression, stroke, Parkinson's, and Alzheimer's diseases; ANAVEX 1066, a mixed sigma-1/sigma-2 ligand for the potential treatment of neuropathic and visceral pain; and ANAVEX 1037 to treat prostate and pancreatic cancer. The company was incorporated in 2004 and is headquartered in New York, New York.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Anavex Life Sciences Corp's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where AVXL HV is running hot, cold, or in line. Make the AVXL 30 day historical volatility — and every other window — work for your edge instead of against it.